This chapter explored what happens when algorithmic trading system and algorithmic trading strategies are deployed to live markets after months, and often years, of development and research. Many common issues with live trading strategies, such as not behaving or performing according to expectations, were discussed and we provided common causes and possible solutions or approaches to remedy these. This should help to prepare anyone looking to build and deploy algorithmic trading strategies to live markets, and equip them with the knowledge to improve trading strategy components when things don't go as expected.
Once the initial trading strategies are deployed and running in live markets as per expectations, we discussed the evolving nature of the algorithmic trading business and global markets in general. We covered a lot of different factors that cause profitable...